-18.2%
MDT vs DE
+97.2%
-115.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.4% | -2.6% | -0.8% | -2.9% |
| 30D | +0.2% | +9.0% | -8.8% | -1.4% |
| 3M | +14.3% | +19.1% | -4.9% | +10.2% |
| 6M | +4.0% | +14.4% | -10.4% | +1.0% |
| YTD | -3.7% | +45.9% | -49.6% | -11.4% |
| 1Y | -0.4% | +43.6% | -44.0% | -8.1% |
| 3Y | +23.3% | +75.9% | -52.6% | +7.7% |
| All | -18.2% | +97.2% | -115.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling